GUI for DErivatives in R
Simulate and plot Arithmetic Brownian Motion path(s)
Plot payoffs / profit and loss of European Call/Put.
Profit & Loss plot of bear spread with puts.
Calculate the Black scholes formula value of a European Call/Put.
Calculate the change in the price of a bond for change in yield based ...
Calculate the convexity of a bond.
Calculate the duration of a bond.
Plot a Bond Forward Tree
Plot a Bond Futures Tree
Plot a Bond Option Tree
Calculate the price of a bond.
Plot a Bond Tree
Simulate and plot Brownian Motion path(s)
Profit & Loss plot of bull spread with calls.
Profit & Loss plot of butterfly.
Calculate the greeks for a European Call/Put.
Plot a Cap Tree
Calculate the Cash price of a T Bond Futures
Calculate the spread in a credit default swap.
Calculate the value of a fixed-fixed currency swap.
Plot the relationship between duration and coupon rate of a bond.
Plot the relationship between duration and maturity of a bond.
Plot the relationship between duration and yield of a bond.
Calculate the value of a eurodollar futures contract price from the CM...
Plot a Floor Tree
Calculate the forward value of a commodity.
Calculate the forward value of a currency.
Calculate the forward value of a stock.
Calculate the forward rate.
Calculate the value of a forward rate agreement.
Calculate the value of a commodity futures.
Calculate the value of a currency futures.
Calculate the value of a stock futures.
Calculate the future value of an amount.
Calculate the future value of an annuity.
Simulate and plot Geometric Brownian Motion path(s)
Calculate the hedge positions for achieving greek(s) neutrality for Eu...
The main menu for the GUIDE package.
The main menu for the GUIDE package.
Calculate the Black scholes implied volatility of a European Call/Put.
Calculate the value of an interest rate swap.
Simulate and plot Jump Diffusion path(s)
Option premium as a function of stock price/strike and time.
Plot the relationship between price and maturity of a bond.
Plot the relationship between price and yield of a bond.
Calculate the Present value of an amount.
Calculate the cumulative probability corresponding to a given a z valu...
Calculate the Present value of an annuity.
Calculate rate in the desired frequency.
Plot a interest rate tree
Profit & Loss plot of reverse butterfly.
Profit & Loss plot of reverse straddle.
Profit & Loss plot of reverse strangle.
Plot a stock option Tree
Plot of option greeks for a European Call/Put as a function of stock p...
Profit & Loss plot of straddle.
Profit & Loss plot of strangle.
Profit & Loss plot of strap.
Profit & Loss plot of strip.
Plot a Swaption Tree
Plot a swap Tree
A menu for Option trading strategies.
Calculate the value at risk of a single stock.
Calculate the value at risk of two stocks.
Plot the behavior of value at risk as a function of its determinants.
Calculate the cumulative probability corresponding to a given a z valu...
A nice GUI for financial DErivatives in R.